Wong, Bernard On “A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing”. (English) Zbl 1338.91167 Stochastics 86, No. 6, 1022 (2014). MSC: 91G80 60G44 91B25 60H30 60H05 PDFBibTeX XMLCite \textit{B. Wong}, Stochastics 86, No. 6, 1022 (2014; Zbl 1338.91167) Full Text: DOI
Wong, Bernard On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. (English) Zbl 1176.62103 J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009). MSC: 62P05 60J70 91G10 91G80 PDFBibTeX XMLCite \textit{B. Wong}, J. Appl. Math. Stochastic Anal. 2009, Article ID 215817, 16 p. (2009; Zbl 1176.62103) Full Text: DOI EuDML
Wong, Bernard Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\). (English) Zbl 1170.60316 Stat. Probab. Lett. 79, No. 7, 880-883 (2009). Reviewer: George Stoica (Saint John) MSC: 60G44 60H05 PDFBibTeX XMLCite \textit{B. Wong}, Stat. Probab. Lett. 79, No. 7, 880--883 (2009; Zbl 1170.60316) Full Text: DOI